1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.NA2022
Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations
Fengjiang Fu, Xiaoqun Wang
Deep learning methods have achieved great success in solving partial differential equations (PDEs), where the loss is often defined as an integral. The accuracy and efficiency of t…
math.NA2021
Unbiased MLMC-based variational Bayes for likelihood-free inference
Zhijian He, Zhenghang Xu, Xiaoqun Wang
Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applicatio…
math.NA2020★ 1 cited
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation
Zhenghang Xu, Zhijian He, Xiaoqun Wang
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditi…